-70.5%
PSKY vs REPL
-58.5%
-12.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.4% | +9.9% | +1.8% |
| 7D | -6.0% | -13.4% | +7.4% | -5.6% |
| 30D | +10.7% | -3.0% | +13.7% | +10.7% |
| 3M | +1.2% | +56.3% | -55.2% | -1.7% |
| 6M | +1.5% | +60.9% | -59.4% | -4.7% |
| YTD | -21.8% | +36.2% | -58.0% | -26.2% |
| 1Y | -30.2% | +121.0% | -151.2% | -37.1% |
| 3Y | -20.1% | -32.8% | +12.7% | -26.8% |
| 5Y | -70.5% | -58.7% | -11.9% | -72.7% |
| All | -70.5% | -58.5% | -12.1% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling